The Portfolio Rebalancer Tool allows users to enter a list of symbols and corresponding weightings to construct a standard “Buy and Hold” portfolio and examine the performance of the portfolio as well as different rebalancing timeframes. The tool will show the user the results of buying and holding as well as rebalancing the portfolio yearly, quarterly and monthly. Rebalancing involves adjusting the portfolio back to the target allocations periodically since the allocation % will drift as the prices of each security will go up and down over the period.
Select Data Feed
Select a data feed to use. The Universal Data Feed has been our default data feed, and provides stock, ETF, and mutual fund data for the US and non-US markets. The Professional Quality Data Feed provides high quality data for US stocks, ETFs, and mutual funds. Additionally there is an option to select historical data, which allows users to select funds with histories that go back as far as 1924.
Load a Pre-Built Portfolio
If you would like to load one of our example portfolios, select it from the dropdown list, and click the “Load Example Portfolio Settings into App”. This will load settings for the selected portfolio into the application, overwriting the current values. Please keep in mind these are examples, and not financial advice.
Start/End Simulation Date
The date values to start and end the simulation. If a ticker is unavailable for some of the date range entered the default behavior will be to only test the dates when all tickers are available.
Frequency of Updates
This setting allows the user to choose how often the conditions are evaluated and updates to allocation are made. For example a monthly update means once a month (at the end of the month), the back tester calculates the new weight values based on each one of the 5 algorithms and adjusts the weightings of each ticker to match the weightings reported by each of the algorithms. These weightings will be held until the end of next month when the back tester will evaluate (ask the question) again and re-weight the portfolio according to the new values for each algorithm.
Enter almost any stock, ETF, or mutual fund ticker one per input box into the symbol field. Up to 100.
Enter a corresponding weight value in percent for each symbol entered. If a 50 is entered on line 1, and a symbol of SPY is entered on line 1 of the symbol list, this means that 50% of the portfolio will be composed of the ETF: SPY. The total weight is displayed to the right of the weight list near the Run Backtest button, this button will show you the total weighting % of your portfolio, values over 100% (leveraging) is allowed.
Long or Short
Each fund may be invested long or short. If a fund is long (default) the fund will be bought, if the fund is short it will be sold aka entered as a short position.
Save Your Settings For Later
At the bottom of the settings area there is a URL, bookmark or save this URL and you will automatically be able to load and save all your settings automatically, without re-entering it every time.
The tool outputs fully interactive charts showing day to day equity (not just monthly data), day to day draw down, transitions from stock to cash symbol, a summary of performance, % allocation per symbol, annual/monthly performance table, and a full trade list.
Downloads that are available are a full trade spreadsheet, day by day strategy equity spreadsheet (which can be uploaded to any of our portfolio combination tools), and a list of settings you used to create the results. You may also download an HTML report with fully interactive graphs that you can save and send to others.